The Museo delle Mura (Museum of the Walls), is at St Stephens Gate, at the entry to Appia Antica, the Appian Way as it is known in English. It wasn’t open when we were here last and in 2000 I do not think it even existed. It is small but the small albeit older style exhibits tell you about the history of the Roman walls and their many alterations and reconstructions. And the views are great!
You can walk along the top of the walls, as you can see from here.